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~person:"Berger, Theo"
~person:"Fuertes, Ana María"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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15
Risk measure
15
Forecasting model
9
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7
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7
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6
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6
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Berger, Theo
Fuertes, Ana María
McAleer, Michael
40
Pérez Amaral, Teodosio
15
Jiménez-Martín, Juan-Ángel
12
Dionne, Georges
11
Chlebus, Marcin
10
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10
Weiß, Gregor
10
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10
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9
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9
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9
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9
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9
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9
Allen, David E.
8
Asai, Manabu
8
Caporin, Massimiliano
8
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8
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8
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8
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7
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7
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7
Dijk, Herman K. van
7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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International journal of forecasting
2
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1
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1
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ECONIS (ZBW)
9
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1
Improving daily Value-at-Risk forecasts : the relevance of short-run volatility for regulatory quality assessment
Berger, Theo
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011974231
Saved in:
2
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
3
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
4
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
5
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003733579
Saved in:
6
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
7
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana María
;
Olmo, Jose
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 28-42
Persistent link: https://www.econbiz.de/10009706180
Saved in:
8
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo
-
2013
Persistent link: https://www.econbiz.de/10013432837
Saved in:
9
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
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